Marginal and simultaneous predictive classification using stratified graphical models

DOI10.1007/S11634-015-0199-5MaRDI QIDQ2418271zbMATH OpenOpenAlexFDO

Authors Henrik Nyman, Jie Xiong, Johan Pensar, Jukka Corander

Publication date 3 June 2019

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.8078

zbMATH Keywords

classificationcontext-specific independencegraphical modelpredictive inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully acknowledged through the posterior predictive distribution. Several such rules have been recently considered and their asymptotic behavior has been characterized under the assumption that the observed features or variables used for building a classifier are conditionally independent given a simultaneous labeling of both the training samples and those from an unknown origin. Here we extend the theoretical results to predictive classifiers acknowledging feature dependencies either through graphical models or sparser alternatives defined as stratified graphical models. We also show through experimentation with both synthetic and real data that the predictive classifiers based on stratified graphical models have consistently best accuracy compared with the predictive classifiers based on either conditionally independent features or on ordinary graphical models.

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Cited in

(4)

• Simultaneous predictive Gaussian classifiers
• Context-specific independence in graphical log-linear models
• Graphical posterior predictive classification: Bayesian model averaging with particle Gibbs
• Have I seen you before? Principles of Bayesian predictive classification revisited

Describes a project that uses

Uses Software

• PRMLT
• ElemStatLearn
• spatial

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